LIANG Zhaohui

The publisher:陈海Delivery time:2017-12-28Views:154

LIANG Zhaohui



Tel: +86-22-83956338
Fax:  +86-22-83956338




Main Courses
Financial Engineering, Corporate Finance, Investment Theory, Futures and Options, Financial Risk and Management.


Research Interests
Financial Risk Management, Derivatives, Financial Innovation, Financial Instrument Valuation.


Main Research Grants
1. Hedging Theory Research Under Downside Risk. Sponsor by National Natural Science Foundation of China, No.70601020,2007.
2. Real Option Valuation Based on Multiple Underlying Assets and Compound Options.  Sponsor by National Natural Science Foundation of China, No.70971098,2009-2012
3. CDS Research Based on Its Spread Structure.  Sponsor by National Natural Science Foundation of China, No.71371136,2014-2017.

Main Publications
1.Decomposition Valuation of Complex Real Options Embedded in Creative Financial Leases [J], Economic Modeling, Volume 29, Issue 6, November 2012, Pages 2627–2631 (SSCI,)
2.Highly Uncertain Project Valuation based on sequential and multiple real options, the 6th international conference on wireless communications, networking and mobile computing, 2010.9 EI
3.Dynamic Portfolio Insurance Strategy and its empirical research in Chinese Futures Market,The 1st International Conference on Information Science and Engineering (ICISE2009), Dec.( EI)
4.valuation of liquidity discount: an option-theoretical approach, 200909,,IEEE International Conference in Communication, Services, Knowledge and Engineering Management , EI
5.dynamic portfolio insurance strategy and its empirical research in chinese futures market,200912, ICISE2009, EI